Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics

DOI10.1007/978-3-031-17820-7_26OpenAlexW4318060068MaRDI QIDQ6153232FDOQ6153232

Asaph Keikara Muhumuza, Karl Lundengård, Godwin Kakuba, Anatoliy Malyarenko, Sergei Silvestrov, John Magero Mango

Publication date: 16 March 2024

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-17820-7_26

zbMATH Keywords

asset pricingrisk minimizationoptimal portfolio selectionVandermonde determinant

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Determinants, permanents, traces, other special matrix functions (15A15)

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